+114.4%
MTUM vs GAP
+109.5%
+5.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.0% |
| 7D | +0.7% | -4.1% | +4.8% | +1.1% |
| 30D | -2.4% | +6.2% | -8.7% | -3.2% |
| 3M | -3.6% | -0.7% | -3.0% | -3.9% |
| 6M | +23.7% | -7.1% | +30.8% | +23.9% |
| YTD | +22.9% | -14.1% | +37.0% | +24.0% |
| 1Y | +21.8% | -8.5% | +30.3% | +21.6% |
| 3Y | +114.4% | +115.4% | -0.9% | +100.6% |
| All | +114.4% | +109.5% | +5.0% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling